BRSVX vs. VOO
Compare and contrast key facts about Bridgeway Small Cap Value Fund (BRSVX) and Vanguard S&P 500 ETF (VOO).
BRSVX is managed by Bridgeway. It was launched on Oct 31, 2003. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRSVX or VOO.
Key characteristics
| BRSVX | VOO | |
|---|---|---|
| YTD Return | 11.73% | 26.59% |
| 1Y Return | 33.45% | 38.23% |
| 3Y Return (Ann) | 3.12% | 9.99% |
| 5Y Return (Ann) | 16.92% | 15.91% |
| 10Y Return (Ann) | 8.25% | 13.40% |
| Sharpe Ratio | 1.44 | 3.11 |
| Sortino Ratio | 2.18 | 4.14 |
| Omega Ratio | 1.26 | 1.58 |
| Calmar Ratio | 1.71 | 4.54 |
| Martin Ratio | 6.85 | 20.72 |
| Ulcer Index | 4.70% | 1.85% |
| Daily Std Dev | 22.31% | 12.33% |
| Max Drawdown | -67.58% | -33.99% |
| Current Drawdown | -1.44% | 0.00% |
Correlation
The correlation between BRSVX and VOO is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BRSVX vs. VOO - Performance Comparison
In the year-to-date period, BRSVX achieves a 11.73% return, which is significantly lower than VOO's 26.59% return. Over the past 10 years, BRSVX has underperformed VOO with an annualized return of 8.25%, while VOO has yielded a comparatively higher 13.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BRSVX vs. VOO - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
BRSVX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BRSVX vs. VOO - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 3.19%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 3.19% | 3.57% | 0.96% | 0.28% | 0.84% | 2.38% | 1.25% | 0.87% | 0.98% | 1.97% | 0.74% | 0.46% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BRSVX vs. VOO - Drawdown Comparison
The maximum BRSVX drawdown since its inception was -67.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRSVX and VOO. For additional features, visit the drawdowns tool.
Volatility
BRSVX vs. VOO - Volatility Comparison
Bridgeway Small Cap Value Fund (BRSVX) has a higher volatility of 8.77% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that BRSVX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.